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An Empirical Investigation of Collateral and Sorting in the HELOC Market

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  • Lucia Dunn

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  • Shubhasis Dey

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File URL: http://economics.sbs.ohio-state.edu/pdf/ldunn/wp04-07.pdf
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Bibliographic Info

Paper provided by Ohio State University, Department of Economics in its series Working Papers with number 04-07.

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Date of creation: Oct 2004
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Handle: RePEc:osu:osuewp:04-07

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Postal: 410 Arps Hall 1945 North High Street Columbus, Ohio 43210-1172

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References

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  1. Smith, Clifford W, Jr & Warner, Jerold B, 1979. "Bankruptcy, Secured Debt, and Optimal Capital Structure: Comment," Journal of Finance, American Finance Association, vol. 34(1), pages 247-51, March.
  2. Heckman, James J, 1974. "Shadow Prices, Market Wages, and Labor Supply," Econometrica, Econometric Society, vol. 42(4), pages 679-94, July.
  3. Glenn B. Canner & Charles A. Luckett, 1994. "Home equity lending: evidence from recent surveys," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jul, pages 571-583.
  4. Orgler, Yair E, 1970. "A Credit Scoring Model for Commercial Loans," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 2(4), pages 435-45, November.
  5. Yuk-Shee Chan & Anjan V. Thakor, 2004. "Collateral and Competitive Equilibria with Moral Hazard and Private Information," Finance 0411019, EconWPA.
  6. Boot, Arnoud W A & Thakor, Anjan V, 1994. "Moral Hazard and Secured Lending in an Infinitely Repeated Credit Market Game," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(4), pages 899-920, November.
  7. Berger, Allen N. & Udell, Gregory F., 1990. "Collateral, loan quality and bank risk," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 21-42, January.
  8. Igawa, Kazuhiro & Kanatas, George, 1990. "Asymmetric Information, Collateral, and Moral Hazard," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(04), pages 469-490, December.
  9. Stulz, ReneM. & Johnson, Herb, 1985. "An analysis of secured debt," Journal of Financial Economics, Elsevier, vol. 14(4), pages 501-521, December.
  10. Besanko, David & Thakor, Anjan V, 1987. "Collateral and Rationing: Sorting Equilibria in Monopolistic and Competitive Credit Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 671-89, October.
  11. Scott, James H, Jr, 1977. "Bankruptcy, Secured Debt, and Optimal Capital Structure," Journal of Finance, American Finance Association, vol. 32(1), pages 1-19, March.
  12. Jensen, Helen H., 1985. "Home Equity Use and the Life Cycle Hypothesis," Staff General Research Papers 11234, Iowa State University, Department of Economics.
  13. Bester, Helmut, 1985. "Screening vs. Rationing in Credit Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 75(4), pages 850-55, September.
  14. Francesca Eugeni, 1993. "Consumer debt and home equity borrowing," Economic Perspectives, Federal Reserve Bank of Chicago, issue Mar, pages 2-13.
  15. Lee, Lung-fei & Maddala, G S & Trost, R P, 1980. "Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity," Econometrica, Econometric Society, vol. 48(2), pages 491-503, March.
  16. Glenn B. Canner & James T. Fergus & Charles A. Luckett, 1988. "Home equity lines of credit," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jun, pages 361-373.
  17. Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 71(3), pages 393-410, June.
  18. Chan, Yuk-Shee & Kanatas, George, 1985. "Asymmetric Valuations and the Role of Collateral in Loan Agreements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(1), pages 84-95, February.
  19. Hester, Donald D, 1979. "Customer Relationships and Terms of Loans: Evidence from a Pilot Survey: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(3), pages 349-57, August.
  20. Barro, Robert J, 1976. "The Loan Market, Collateral, and Rates of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 8(4), pages 439-56, November.
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